Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Tables)

v3.10.0.1
DERIVATIVES (Tables)
9 Months Ended
Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of (gains) recorded in relation to derivatives
The following table summarizes (gains) losses recorded in relation to derivatives:
 
 
 
Three Months Ended September 30,
 
Nine Months Ended September 30,
 
Income Statement Location
 
2018
 
2017
 
2018
 
2017
Non-hedge derivatives
 
 
 
 
 
 
 
 
 
Unrealized loss (gain) on interest rate derivatives
Realized and unrealized (gain) loss on investments
 
$
48

 
$
32

 
$
(283
)
 
$
317

Unrealized loss recognized related to TBAs
Realized and unrealized (gain) loss on investments
 
—

 
1,770

 
—

 
371

Realized loss on settlement of TBAs
Realized and unrealized (gain) loss on investments
 
—

 
228

 
—

 
4,669